VPN Issues with BlueCurve Gateway modem

Anyone else having issues with their BlueCurve Gateway modem not connecting to VPN's. I recently upgraded from the advanced high speed modem to the new BlueCurve Gateway modem and now I cannot access any of my VPN's when I work from home. Keep getting the Error 806. I have contacted SHAW support and it's a complete waste of time. After talking to one guy for 20mins he asks me if I reset the modem! Really?? Anyone else having the same issue? I have no VPN issues connecting to SHAW go Wi-Fi or my network at my work office. If I cannot get this working I will need to switch back to the older style modem or switch to SaskTel. I need to connect to my clients VPN's from home. I don't want to go out and buy an expensive router either and try to bridge it. Any help would be appreciated! I added a pic of my error that I keep getting.